-15.8%
F vs IYR
+5.0%
-20.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | +1.6% | +2.0% | -0.4% | -0.4% |
| 30D | +2.6% | +8.2% | -5.6% | -5.1% |
| 3M | -8.8% | -1.7% | -7.1% | -7.3% |
| 6M | +4.6% | -0.4% | +5.0% | +4.4% |
| YTD | -1.9% | +9.9% | -11.8% | -11.6% |
| 1Y | -0.8% | +10.4% | -11.2% | -11.1% |
| 3Y | +43.5% | +38.4% | +5.0% | -0.5% |
| All | -15.8% | +5.0% | -20.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling